Blog

Solving the Almgren Chris Model

Currency Hedging and Principal Component Analysis

Calibrating an Ornstein–Uhlenbeck Process

Cross Asset Skew  A Trading Strategy

Exploring Causal Regularisation

Free Finance Data Sets for the Quants

Easy Reinforcement Learning  The Multi Armed Bandit

Modelling Soccer Goals as a Point Process

Stat Arb  An Easy Walkthrough

A Quants Approach to Running

Predicting a Successful Mt Everest Climb

More Extreme Moves in a Downtrending Market?

Advent of Code 2022 in q

Trend Following with ETFs

Golf and Online Linear Regression

Taking Github Copilot for a Spin

Optimising FPL with Julia and JuMP

Machine Learning Property Loans for Fun and Profit

Dipping My Toes into ETF Correlations

Modelling Microstructure Noise Using Hawkes Processes

How to Calculate Realised Volatility

AlpacaMarkets.jl  Free Equity Data

Predicting Goals Using the Winning Odds

Order Flow Imbalance  A High Frequency Trading Signal

Fitting Mixed Effects Models  Python, Julia or R?

Economic Indicators from AlphaVantage

Optimising a Taskmaster Task with Python

Fixture Difficulty and Fantasy Premier League Point Predictions

How Tough is that Football Match?

QuestDB Part 2  High Frequency Finance (again!)

Using QuestDB to Build a Crypto Trade Database in Julia

Getting Started with High Frequency Finance using Crypto Data and Julia

Double Machine Learning  An Easy Introduction

Accidentally Quadratic with DataFrames in Julia

Crypto Data using AlphaVantatge.jl

Does a Terror Attack Lead to More Terror Attacks?

Adding Football Crests to Scatter Plots in R

Expected Goals  Overachieving or just lucky? An Update

Fundamental Stock Data from AlphaVantage.jl

Converting an Edward Tutorial (Python) to Flux (Julia)

Proper Bayesian Estimation of a Point Process in Julia

Palmer Penguins and an Introduction to Dirichlet Processes

Expected Goals  Overachieving or just lucky?

Hawkes Processes and DIC

AlphaVantage.jl  Getting Market Data into Julia

State of the Market  Infinite State Hidden Markov Models

An Introduction to Hawkes Processes with HawkesProcesses.jl

Notes from RFinance 2019

Dirichlet Process Convergence

Turing.jl Performance Updates

Natwest Markets Quant Conference

The Nelson Siegel Model and P2P Bonds

Conjugate Stan Models and Hierarchy

Hidden Markov Models using a Dirichlet Process

Benchmarking maps, loops, generators and broadcasting in Julia

Speed differences between a map and a loop in Julia

Which Turing.jl Sampler is the Fastest?

Goodreads Analysis

A Football Autoencoder

Non Parametric Priors with Dirichlet Processes

Ratesetter Yield Curve

Calibrating Odds

Dirichlet Process Cluster Probabilities

A Hierarchical Model for Yellow Cards

Exploring the Isle of Man TT

Clustering with Dirichlet Processes

Bayes Comp 2018

New Applications of Bradley Terry Models

Point Process Estimation with dirichletprocess

Custom Mixtures with the dirichletprocess R package

Extreme Values and the VIX

Density Estimation with the dirichletprocesss R package

Deviance Information Criteria

Referee Tracking Data and Machine Learning

Julia Code for Sampling an AR(1) model

Bayesian Autoregressive Processes

Mark Clattenburg

An Introduction to Julia and Distributions

Mike Dean and the Ref Radar

Introducing the Referee Radar

The Data Dialogue  At War with Data

Notes from a Quantcast Talk

Thoughts on Weights in Bayesian Regression

Kelly Betting  Part Two

Kelly Betting  Part One

Dissertation Construction Learnings

Posterior pvalues

Bulk Downloading from Turnitin using Python.

Films I've Watched In January 2016

The First Workshop

Prop Shop Interviews

Playing About with Shiny

Playing About with ggplot

That First Blog Post
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